Complete moment convergence of moving-average process generated by a class of random variables

摘要

In this article, we establish the complete moment convergence of a moving-average process generated by a class of random variables satisfying the Rosenthal-type maximal inequality and the week mean dominating condition. Onthe one hand, we give the correct proof for the case p = 1 in Ko (2015); on the other hand, we also consider the case alpha p = 1 whichwas not considered in Ko (2015). The results obtained in this article generalize some corresponding ones for some dependent sequences.